-15.9%
ROP vs RUN
-80.3%
+64.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.2% | -1.2% |
| 7D | -6.1% | -1.8% | -4.3% | -6.1% |
| 30D | -3.4% | -10.8% | +7.5% | -3.0% |
| 3M | +16.7% | -30.2% | +46.8% | +18.0% |
| 6M | +8.1% | -22.3% | +30.4% | +8.4% |
| YTD | -11.7% | -52.2% | +40.5% | -10.0% |
| 1Y | -24.2% | -45.1% | +20.9% | -23.5% |
| 3Y | -19.0% | -37.1% | +18.1% | -23.7% |
| 5Y | -15.9% | -80.3% | +64.4% | -16.2% |
| All | -15.9% | -80.3% | +64.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling